Blog
Intradaysoft CORE (March 23 – March 29)
The Intradaysoft CORE portfolio experienced a more challenging market environment this week, providing a real stress test for the overall portfolio structure.
While several systems remained profitable, the majority of strategies faced moderate drawdowns, resulting in a negative weekly performance for the index.
This type of behavior is a natural part of systematic trading and provides valuable insight into how the portfolio reacts under pressure.
* IntradaySoft CORE Index tracks the combined performance of all active CORE trading systems.
The index is capital-weighted, meaning each system contributes proportionally to its allocated capital. Weekly portfolio returns are calculated from total net profit relative to total starting capital and compounded over time.
The index starts at 100 and reflects real, structured portfolio growth under live market conditions.
| EA NAME | Number of deals | Average Loss Pips | Expectancy | Max DD% | Weekly PF | Balance $ | Weekly Profit $ | Weekly Return % |
| One Man Army DS | 16 | 102 | 8.3 | 6.11% | 1,4 | 1302 | 34.01 | 2.68% |
| Scopoli | 9 | 116 | -6.7 | 2.97% | 0.93 | 3261 | -7,03 | -0.23% |
| Shark FX | 28 | 45 | 7.6 | 2.47% | 1,56 | 3643 | 98,37 | 2.77% |
| Investor Superstar | 14 | 68 | -26.8 | 1.70% | 0,48 | 3434 | -45.01 | -1.29% |
| Flash Scalper | 19 | 53 | 0,94 | 2.70% | -10.53 | 3202 | -10.53 | -0.33% |
| Merkava | 15 | 75 | -4,2 | 3.52% | 0,94 | 2027 | -9,35 | -0.46% |
| Futuricon | 7 | 78 | 3 | 1.07% | 1,04 | 1989 | 1.25 | 0.06% |
| Scalping Station | 18 | 60 | -6 | 6.72% | 0.82 | 2493 | -38.26 | -1.51% |
| Project Pegasus | 10 | 120 | -101 | 12.93% | 0.06 | 928 | -137.99 | -12.93% |
| YEN STRIKE | 2 | 155 | -155 | 1.90% | 0,2 | 2026 | -39.31 | -1.90% |
| Vertigo | 9 | 60 | -21.7 | 2.79% | 0,38 | 1035 | -29.75 | -2.79% |
| Prometheus Scalper | 18 | 44 | 1,8 | 2.79% | 1,07 | 2137 | 6,87 | 0.32% |
| Jackal System | 37 | 54 | 8.2 | 4.68% | 1.35 | 2014 | 80.34 | 4.15% |
Weekly Leaders
Best Performing Systems
🥇 Jackal System — +4.15%
🥈 Shark FX — +2.77%
🥉 One Man Army DS — +2.68%
These systems provided the main positive contribution during a difficult trading week.
⚠️ Key Event: Project Pegasus Removal
This week, Project Pegasus showed extreme behavior:
- -12.93% weekly drawdown
This level of drawdown significantly exceeded the expected risk profile for systems included in the CORE portfolio.
As a result, I made the decision to:
👉 Remove Project Pegasus from the CORE Index
and move it to:
👉 Intradaysoft LAB (for further observation and improvement)
Why this decision was made
The CORE Index is built around strict portfolio management principles:
- controlled drawdown
- stability of systems
- predictable behavior
The performance of Project Pegasus indicates that:
👉 the system is currently not stable enough
👉 it requires further analysis and refinement
👉 it does not meet the current requirements of the CORE portfolio
What this means
This is not a failure of the system.
It is a normal part of portfolio management:
- systems are evaluated continuously
- underperforming strategies are removed
- only stable systems remain in the CORE structure
Key takeaway
👉 The strength of the CORE Index is not in avoiding losses
👉 but in how quickly and decisively risk is controlled
⚠️ What went wrong this week in CORE Index
This week highlighted several important dynamics:
1. Market regime instability
The market lacked clear direction and structure, making it difficult for both trend and mean reversion systems to perform efficiently.
2. Broad underperformance
Multiple systems experienced small drawdowns simultaneously:
- Investor Superstar
- Scalping Station
- YEN STRIKE
- Vertigo
- Merkava
These losses were individually small but collectively impactful.
3. Outlier event (Project Pegasus)
The most significant impact came from Project Pegasus, reinforcing the importance of continuous monitoring and active portfolio management.
4. Limited upside offset
Profitable systems:
- Jackal System
- Shark FX
- One Man Army
were not strong enough to fully offset the combined losses.
Portfolio Statistics
Number of systems in CORE portfolio (before adjustment): 13
CORE Index Calculation
Previous CORE Index value:
107.23
Weekly portfolio return:
-0.88%
New CORE Index Value
106.29
Interpretation
Despite a challenging market phase and one significant outlier event, the overall portfolio decline remained controlled.
The removal of Project Pegasus demonstrates:
- active portfolio management
- strict risk control
- commitment to stability
This is a key principle behind the CORE Index:
👉 not all systems stay in the portfolio — only the strongest and most stable do
Conclusion
This week represents an important milestone in the evolution of the CORE portfolio.
It confirms that:
- the portfolio is actively managed
- risk is continuously monitored
- decisions are based on real data, not assumptions
The focus remains unchanged:
- maintain stability
- control drawdown
- improve portfolio structure